NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 56.89 60.20 3.31 5.8% 49.06
High 58.89 60.48 1.59 2.7% 56.15
Low 56.88 59.61 2.73 4.8% 48.00
Close 59.11 59.68 0.57 1.0% 56.78
Range 2.01 0.87 -1.14 -56.7% 8.15
ATR 2.37 2.29 -0.07 -3.0% 0.00
Volume 1,919 3,341 1,422 74.1% 5,826
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.53 61.98 60.16
R3 61.66 61.11 59.92
R2 60.79 60.79 59.84
R1 60.24 60.24 59.76 60.08
PP 59.92 59.92 59.92 59.85
S1 59.37 59.37 59.60 59.21
S2 59.05 59.05 59.52
S3 58.18 58.50 59.44
S4 57.31 57.63 59.20
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.09 75.59 61.26
R3 69.94 67.44 59.02
R2 61.79 61.79 58.27
R1 59.29 59.29 57.53 60.54
PP 53.64 53.64 53.64 54.27
S1 51.14 51.14 56.03 52.39
S2 45.49 45.49 55.29
S3 37.34 42.99 54.54
S4 29.19 34.84 52.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.48 48.90 11.58 19.4% 2.57 4.3% 93% True False 2,066
10 60.48 44.75 15.73 26.4% 1.63 2.7% 95% True False 2,703
20 60.48 44.75 15.73 26.4% 1.35 2.3% 95% True False 2,807
40 71.56 44.75 26.81 44.9% 1.23 2.1% 56% False False 2,429
60 84.82 44.75 40.07 67.1% 1.35 2.3% 37% False False 2,181
80 109.67 44.75 64.92 108.8% 1.24 2.1% 23% False False 1,808
100 123.71 44.75 78.96 132.3% 1.00 1.7% 19% False False 1,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.18
2.618 62.76
1.618 61.89
1.000 61.35
0.618 61.02
HIGH 60.48
0.618 60.15
0.500 60.05
0.382 59.94
LOW 59.61
0.618 59.07
1.000 58.74
1.618 58.20
2.618 57.33
4.250 55.91
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 60.05 58.85
PP 59.92 58.01
S1 59.80 57.18

These figures are updated between 7pm and 10pm EST after a trading day.

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